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Second order stochastic differential equations with Dirichlet boundary conditions · Study

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ArticleSecond order stochastic differential equations with Dirichlet boundary conditions

David Nualart1991

OA

Articlebronze1991

Second order stochastic differential equations with Dirichlet boundary conditions

David Nualart · Étienne Pardoux

37 citations·0/0 files stored·Stochastic Processes and their Applications

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Stochastic processes and financial applications Nonlinear Differential Equations Analysis Differential Equations and Boundary Problems

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References

1988Stochastic calculus with anticipating integrands 1986Generalized stochastic integrals and the malliavin calculus 1974On nonlinear transformations of Gaussian measures 1991Boundary Value Problems for Stochastic Differential Equations 1989Linear stochastic differential equations with boundary conditions

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2000Weak approximations. A Malliavin calculus approach

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Year1991

Typearticle

Published1991-10-01

VenueStochastic Processes and their Applications

ISSN-L0304-4149

Languageen

Citations37

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/0304-4149(91)90028-b

openalex_workW2094342152

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